+2,605.6%
GOOGL vs VYM
+484.2%
+2,121.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -2.8% | -1.9% | -1.0% | -1.1% |
| 30D | -3.2% | -2.6% | -0.6% | -0.8% |
| 3M | -6.6% | +3.6% | -10.2% | -9.6% |
| 6M | +8.5% | +8.7% | -0.2% | +0.6% |
| YTD | +6.5% | +14.1% | -7.7% | -5.7% |
| 1Y | +39.4% | +17.8% | +21.6% | +19.9% |
| 3Y | +146.2% | +64.5% | +81.7% | +54.6% |
| 5Y | +138.3% | +77.5% | +60.8% | +41.1% |
| 10Y | +751.7% | +206.1% | +545.5% | +206.6% |
| All | +2,605.6% | +484.2% | +2,121.5% | +415.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling